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E(X 2 ) = Var (X) = E(X 2 ) – [E(X)] 2 E(X) = The Mean and Variance of a Continuous Random Variable In order to calculate the mean or expected value of a continuous random variable, we must multiply the probability density function f(x) with x before we integrate within the limits. To calculate the variance, we need to find E(X 2 ) since